Convertible bond asset classes defined

Convertible indices

The most widely used and accepted benchmarks for measuring the performance of convertible bond investments.

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The Statue of Justice, depicted as a women with a sword in one hand and scale in her other, is seen on top of the London Central Criminal Court, the Old Bailey in London August 12, 2005.
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Overview

Previously known as UBS Convertible Indices, Thomson Reuters Convertible Indices offer an independent and transparent definition of the convertible bond asset class over time.

A large number of index combinations are available, such as global and regional coverage; unhedged or hedged currencies; and carve-outs, featuring only “balanced” or investment grade issues. Custom index development and reporting is also possible.

The indices are administered and calculated in the spirit of the IOSCO principles by Thomson Reuters' specialist MACE convertible indexing and advisory business. 

Content and features

Comprehensive coverage

Global market coverage, broken down into multiple sub-indices and carve-outs to suit any portfolio or investment mandate.

Expert quality and service

Calculated by a specialist convertible indexing and advisory team with 15 years experience. Multiple custom index options are also available.

Independent and transparent

Index administration and calculation in the spirit of the IOSCO principles, with rules based methodologies and governance committees consisting of market participants.

Flexible delivery options

Thomson Reuters Convertible Indices are available via Thomson Reuters Eikon and Thomson Reuters Datastream. They are also available via FTP and email as well as via third party vendors.

Markets and industries

Fixed income

Our Convertible Indices connect the global financial community with powerful ways to prosper in the fixed income market.

Asset management

Get Convertible Indices as part of your asset management solutions and strategy. Develop viewpoints with information and analytics you won’t find anywhere else.

Convertible Indices

Measuring convertible bond performance

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